+17.2%
TMFG vs SPY
+71.2%
-54.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | -0.2% |
| 7D | +0.8% | +0.1% | +0.8% | +0.7% |
| 30D | +0.4% | -3.3% | +3.8% | +3.5% |
| 3M | -4.2% | -2.4% | -1.7% | -2.1% |
| 6M | -0.4% | +2.6% | -2.9% | -3.0% |
| YTD | +1.9% | +11.2% | -9.3% | -8.1% |
| 1Y | +3.5% | +13.4% | -9.9% | -8.3% |
| 3Y | +42.4% | +79.9% | -37.5% | -21.7% |
| All | +17.2% | +71.2% | -54.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling